\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Market          &       1.318&      -0.213&       1.261&       1.591&       2.349&       0.455&       0.878&       1.264&       0.980\\
                &     (0.874)&     (1.204)&     (1.013)&     (0.789)&     (2.675)&     (1.416)&     (0.543)&     (1.381)&     (0.439)\\
[1em]
Int. Equity     &      -1.757&       1.942&       4.641&       2.494&       4.968&       3.863&       2.096&      -0.248&       1.050\\
                &     (1.336)&     (3.271)&     (2.229)&     (7.170)&     (4.386)&     (3.350)&     (1.067)&     (1.070)&     (1.149)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.036&       0.049&       0.049&       0.083&       0.015&       0.034&       0.127&       0.153&            \\
H1 p-value      &       0.212&       0.675&       0.049&       0.297&       0.585&       0.318&       0.087&       0.516&       0.704\\
KZ p-value      &       0.000&       0.782&       0.359&       0.550&       0.316&       0.024&       0.000&       0.057&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         388&         312&         446&         300&         126&         198&         612&         359&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
